+200.5%
USO vs UPST
-90.2%
+290.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.8% | +6.7% | +2.9% |
| 7D | +3.6% | -1.5% | +5.1% | +3.6% |
| 30D | +23.8% | -13.2% | +37.0% | +23.9% |
| 3M | +8.1% | -13.0% | +21.0% | +8.1% |
| 6M | +34.3% | -2.9% | +37.1% | +33.9% |
| YTD | +111.1% | -38.3% | +149.5% | +112.3% |
| 1Y | +99.9% | -60.5% | +160.4% | +102.6% |
| 3Y | +86.5% | -11.7% | +98.2% | +83.6% |
| 5Y | +200.5% | -90.2% | +290.7% | +217.4% |
| All | +200.5% | -90.2% | +290.7% | +217.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling